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Extracting Information from Financial News to Predict Stock Price Using Recurrent Convolutional Neural Networks
Thesis

Extracting Information from Financial News to Predict Stock Price Using Recurrent Convolutional Neural Networks

Lee, Che-Yu
Masters, 國立清華大學, 資訊系統與應用研究所
2016

Abstract

機器學習 卷積神經網路 股價預測 深度學習 遞歸神經網路 財經新聞 詞嵌入 Machine Learning Convolutional Neural Networks Stock Forecast Deep Learning Recurrent Neural Networks Word Embedding Financial News
People have been interested in making profits from financial market prediction. Stock mar- ket forecast has always been a frustrating problem because of its uncertainty and volatility. We take a different approach by a model named recurrent convolutional neural networks (RCN), combining the advantages of convolutions, sequence modeling, word embedding for stock price analysis and knowledge extraction. We combine technical analysis indicators with RCN, and the results suggest that technical analysis models with RCN perform better. Besides, another experimental result indicates the prediction error of RCN is lower than Long-short term memory networks. Moreover, we are capable of extracting information from the financial news during the training process.

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